+77.6%
HST vs SEDG
+70.6%
+7.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -1.0% | +8.9% | -9.9% | -2.0% |
| 30D | -12.3% | +0.9% | -13.1% | -12.6% |
| 3M | -6.4% | -53.2% | +46.9% | +0.5% |
| 6M | +15.0% | -9.9% | +24.9% | +11.7% |
| YTD | +30.5% | +18.5% | +12.0% | +21.5% |
| 1Y | +35.7% | +0.1% | +35.6% | +26.8% |
| 3Y | +68.4% | -78.9% | +147.3% | +76.6% |
| 5Y | +73.1% | -88.0% | +161.2% | +90.1% |
| 10Y | +92.7% | +97.5% | -4.7% | +41.1% |
| All | +77.6% | +70.6% | +7.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling